期刊论文详细信息
Journal of inequalities and applications | |
The quadratic variation for mixed-fractional Brownian motion | |
Han Gao1  | |
关键词: mixed fractional Brownian motion; Malliavin calculus; local time; fractional Itô formula; 60G15; 60H05; 60H07; | |
DOI : 10.1186/s13660-016-1254-2 | |
学科分类:数学(综合) | |
来源: SpringerOpen | |